I just bought a Galaxy Mega 6.3., how do I set up certain ringtones for messages?

I downloaded the one I wanted but it only shows up in the ring tones available for phone answer and email. The message ringtone list is not the same as the other list and it does not show up on what's available for messages. Is there any way to be able to chose that one for messages?

Thank you so much.... I have been searching for days for an answer... even asked Samsung. It was simple once I knew what I was supposed to do.... Now I've got my ringtone where I want it and it's so much louder for some reason... the ringtones that are on the phone are so quiet if there's any noise you can't hear them